Empirical Science of Financial Fluctuations

Quantifying Empirical Economic Fluctuations Using the Organizing Principles of Scale Invariance and Universality.- Price Fluctuations and Market Activity.- Transaction Interval Analysis of High Resolution Foreign Exchange Data.- Random Matrix Theory and Cross-Correlations of Stock Prices.- A Random Matrix Theory Approach to Quantifying Collective Behavior of Stock Price Fluctuations.- Dynamics of Correlations in the Stock Market.- False EUR Exchange Rates vs. DKK, CHF, JPY and USD. What is a strong currency?.- Crashes : Symptoms, Diagnoses and Remedies.- Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis.- A Mechanism of International Transmission of Financial Crises.- High Frequency Data Analysis in an Emerging and a Developed Market.- Measuring Long-Range Dependence in Electricity Prices.- Micro-Simulations of Financial Markets and the Stylized Facts.- Statistical Property of Price Fluctuations in a Multi-Agent Model and the Currency Exchange Market.- A Speculative Financial Market Model.- Spin-Glass Like Network Model for Stock Market.- Three Bodies Trading Model in Financial Markets and Its Numerical Simulation Methodology with Genetic Algorithms.- Derivation of ARCH(1) Process from Market Price Changes Based on Deterministic Microscopic Multi-Agent.- A Simple Model of Volatility Fluctuations in Asset Markets.- Self-Similarity of Price Fluctuations and Market Dynamics.- Survival Probability of LIFFE bond futures via the Mittag-Leffler Function.- Why is it Fat-Tailed?.- Market Price Simulator Based on Analog Electrical Circuit.- Simulation and Analysis of a Power Law Fluctuation Generator.- Deformation of Implied Volatility Surfaces: An Empirical Analysis.- Predictability of Market Prices.- Time-Space Scaling of Financial Time Series.-Parameter Estimation of a Generalized Langevin Equation of Market Price.- Analysis of Stock Markets, Currency Exchanges and Tax Revenues.- Trading System Applied to Large Mutual Fund Company.- Why